In the book it's explained as 'There's so much bad blood here that whichever one he picks, the other one will try to Murder the Hypotenuse anyway, so might as well have the fight open and aboveboard and over with as quickly as possible'.
Why did Grant decide to shoot Bond several times? The entire plan relied on it looking like he had committed suicide.
Because Grant was a psycho which was the reason Kronsteen's elaborate plan failed.
Besides, he can always make it look like Tatiana was the suicide.
Are we ever told which of the Gypsy girls get to marry the Prince?
They both spend the night with Bond. Win-win-win! Except for the prince, that is.